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Asymptotic tests on moving average representation coefficients with an application to innovations on spot and forward exchange rates (Q374865)

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scientific article; zbMATH DE number 6218862
Language Label Description Also known as
English
Asymptotic tests on moving average representation coefficients with an application to innovations on spot and forward exchange rates
scientific article; zbMATH DE number 6218862

    Statements

    title
    Asymptotic tests on moving average representation coefficients with an application to innovations on spot and forward exchange rates (English)
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    author
    Richard T. Baillie
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    publication date
    24 October 2013
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62P20
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    91B82
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    zbMATH DE Number
    6218862
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    OpenAlex ID
    W2004154208
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